Sovereign bond prices, haircuts and maturity
Sovereign bond prices, haircuts and maturity
About this item
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Publisher
Washington, D.C.: International Monetary Fund
Journal title
Language
English
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Publisher
Washington, D.C.: International Monetary Fund
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Scope and Contents
Contents
Rejecting a common assumption in the sovereign debt literature, we document that creditor losses ('haircuts') during sovereign restructuring episodes are asymmetric across debt instruments. We code a comprehensive dataset on instrument-specific haircuts for 28 debt restructurings with private creditors in 1999-2015 and find that haircuts on shorter...
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Full title
Sovereign bond prices, haircuts and maturity
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_gale_infotraccpiq_500683496
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_gale_infotraccpiq_500683496
Other Identifiers
ISBN
1484301099,9781484301098
ISSN
1018-5941
DOI
10.5089/9781484301098.001
